-92.5%
UUUU vs MKTX
+1,223.4%
-1,315.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | -7.8% | +0.8% | -8.6% | -8.0% |
| 3M | -0.4% | +41.1% | -41.6% | -8.7% |
| 6M | -32.9% | -9.5% | -23.3% | -32.1% |
| YTD | -6.3% | -8.7% | +2.4% | -5.7% |
| 1Y | +7.9% | -10.0% | +17.9% | +8.6% |
| 3Y | +85.2% | -24.6% | +109.8% | +89.0% |
| 5Y | +97.0% | -60.3% | +157.3% | +131.7% |
| 10Y | +492.6% | +5.0% | +487.6% | +450.7% |
| All | -92.5% | +1,223.4% | -1,315.9% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling